Research output per year
Research output per year
Fuglesangs Allé 4, 2621, 13
8210 Aarhus V
Denmark
Research activity per year
My research is primarily in econometrics, finance, labor, macro, and insurance, as well as energy, climate, and the environment. My work in econometrics includes fractional cointegration and fractional GARCH, as well as structural models, such as estimation of dynamic programming and search models. In finance, my focus is asset pricing, including the term structure of interest rates. Some of my research is focused on the dynamic relations between emissions, energy, climate, and the economy.
Bent Jesper Christensen is Professor at the Department of Economics and Business Economics, Aarhus University. He is a Research Fellow at the Danish Finance Institute (DFI) and the Center for Research in Energy: Economics and Markets (CoRE), and an External Fellow at the Centre for Financial Econometrics, University of Essex. He is an External Assessor (censor) in Economics and in Business Economics at Danish universities. He holds a Ph.D. in Economics from Cornell University, New York, 1990.
My current teaching includes the Masters level courses Applied Time Series Econometrics for Economics students, Fixed Income Analysis for Math-Econ students, and Causal Inference for Math-Econ and Data Science students. I have supervised more than 45 Ph.D. dissertations and more than 170 Masters theses, primarily in Finance and Econometrics.
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research
Christensen, B. J. (Participant)
Activity: Presentations, memberships, ownership and other activities › Employment and shares in external organisations
Christensen, B. J. (Visiting researcher)
Activity: Visiting an external institution types › Visiting an external academic institution
Christensen, B. J. (Organizer)
Activity: Participating in or organising an event types › Participation in or organisation af a conference
Christensen, B. J. (Participant)
Activity: Participating in or organising an event types › Participation in or organisation af a conference
Christensen, B. J. (Organizer)
Activity: Participating in or organising an event types › Participation in or organisation af a conference